+48.8%
PFE vs C
+216.5%
-167.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | +4.2% | -5.9% | -2.5% |
| 30D | +0.3% | +2.0% | -1.6% | -0.1% |
| 3M | +9.4% | -10.1% | +19.5% | +11.6% |
| 6M | +14.9% | +1.0% | +13.9% | +14.1% |
| YTD | +23.8% | +8.5% | +15.3% | +20.5% |
| 1Y | +19.5% | +25.7% | -6.2% | +12.6% |
| 3Y | +21.0% | +216.0% | -195.0% | -8.8% |
| 5Y | -23.9% | +112.3% | -136.2% | -38.2% |
| All | +48.8% | +216.5% | -167.7% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded C wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling